+194.8%
SNXX vs DE
+15.0%
+179.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.7% | -6.8% |
| 7D | -12.0% | -2.6% | -9.5% | -10.5% |
| 30D | +37.9% | +9.0% | +28.9% | +29.6% |
| 3M | -52.7% | +19.1% | -71.8% | -55.8% |
| 6M | +194.8% | +14.4% | +180.4% | +195.4% |
| All | +194.8% | +15.0% | +179.8% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling